Document

QUANTCONNECT LOCAL PLATFORM

Guide through creating a project, running your first backtest, and live algo trading in QuantConnect Local Platform.

The Local Platform enables you to seamlessly develop quant strategies on-premise and in QuantConnect Cloud, getting the best of both environments. With Local Platform, you can harness your local version control, autocomplete, and coding tools with the full power of a scalable cloud at your finger tips. We intend to keep complete feature parity with our cloud environment, allowing you to harness cloud or local datasets to power on-premise quantitative research.

We encourage a hybrid “cloud + local” workflow, so you can use right tool for each stage of your development process. With the Local Platform, you can create, debug, and run projects on premise while using your own on-site tools. With the Cloud Platform you can deploy backtests at scale and harness our massive data library at low cost.

Follow these steps to create a new trading algorithm and backtest it in QuantConnect Cloud:

1. Install Local Platform .

2. Open Visual Studio Code.

3. In the Initialization Checklist panel, click Login to QuantConnect .

4. In the Visual Studio Code window, click Open .

5. On the Code Extension Login page, click Grant Access .

6. In VS Code, in the Select Workspace panel, click Pull Organization Workspace .

7. In the Pull QuantConnect Organization Workspace window, click the cloud workspace ( organization ) that you want to pull.

8. In the Pull QuantConnect Organization Workspace window, create a directory to serve as the organization workspace and then click Select .

If you are running Docker on Windows using the legacy Hyper-V backend instead of the new WSL 2 backend, you need to enable file sharing for your temporary directories and for your organization workspace. To do so, open your Docker settings, go to Resources > File Sharing and add C: / Users / / AppData / Local / Temp and your organization workspace path to the list. Click Apply & Restart after making the required changes.

9. In the Open Project panel, click Create Project .

10. Enter the project name and then press Enter .

Congratulations! You just created your first local project.

11. In the top-right corner of VS Code, click Build and then click Backtest .

The backtest results page displays your algorithm’s performance over the backtest period.

Introduction

There are 5 tiers of organizations and each tier has its own set of features on Local Platform. To accommodate the growth of your trading skills and business, you can adjust the tier of your organization at any time.

Hybrid Workflow

The Local Platform lets you run backtests, deploy research notebooks, and deploy live algorithms on your local machine and in QuantConnect Cloud. This gives you the best of both works where you can utilize your local hardware or our scalable cloud compute systems.

Version Control

The Local Platform syncs your local and cloud project files. If you pull your cloud projects to your local machine, you can use your own version control systems to track project changes.

Self-Sovereign Security

The Local Platform offers you the ability to take ownership of your project security. On the Institution tier, you can create local projects without pushing them to QuantConnect Cloud.

Custom LEAN Images

The latest master branch on the LEAN GitHub repository is the default engine branch that runs backtests, research notebooks, and live trading algorithms. The latest version of LEAN is generally the safest as it includes all bug fixes. Trading Firm or Institution tier users concerned for stability can elect to use older or custom versions of LEAN.

On-Premise Compute

The Local Platform enables you to run backtests, deploy research notebooks, and deploy live algorithms on your local hardware.

Offline Access

Trading Firm and Institution organizations can run backtests and research notebooks on Local Platform without an internet connection for up to 24 hours.

Coding

Backtesting

Optimization

The following table shows the parameter optimization features of each organization tier:

Live Trading

The following table shows the parameter optimization features of each organization tier:

Introduction

The deployment target setting allows you to switch modes from local to cloud platforms, choosing where you run your algorithm. Local Platform targets are denoted with blue icons and Cloud Platform targets are denoted with gold icons.

Local

The Local Platform deployment target is your local machine. Follow these steps to set the deployment target of a project to Local Platform:

After you set the deployment target to Local Platform, the following icons are blue:

Cloud

Feature	Organization Tier
Concurrent Cloud Backtests Quota _{The maximum number of backtests your organization can run at the same time in QuantConnect Cloud}	2	10	Unlimited	Unlimited
Offline Access _{Backtest algorithms without an internet connection for up to 24 hours}

Feature	Organization Tier
Concurrent Cloud Optimizations Quota _{The maximum number of optimizations your organization can run at the same time in QuantConnect Cloud}	2	10	Unlimited	Unlimited
Offline Access _{Optimize parameters without an internet connection for up to 24 hours}

Feature	Organization Tier
Concurrent Cloud Algorithms Quota _{The maximum number of live algorithms your organization can run at the same time in QuantConnect Cloud}	2	10	Unlimited	Unlimited

Icon	Name
	Build
	Backtest
	Debug
	Backtest Results

The Cloud Platform deployment target is a collection of servers that the QuantConnect team manages. It's the same deployment target you use if you create projects, spin up research nodes, and deploy algorithms on the QuantConnect website. For more information about QuantConnect Cloud, including our infrastructure and usage quotas, see Cloud Platform .

After you set the deployment target to Cloud Platform, the following icons are gold:

Introduction

It takes 10 minutes to install Local Platform and about 1 hour to download the latest LEAN image. The Local Platform requires Docker. When you launch Local Platform, we scan for Docker and prompt you to install it to continue. We run all algorithms in a Docker container to avoid installing any dependencies on your computer.

Requirements

Windows systems must meet the following minimum requirements to run Local Platform:

You need an internet connection for things like downloading updates, collaborating with team members, and syncing your projects with QuantConnect Cloud. Trading Firm and Institution organizations can run local backtests and research notebooks without an internet connection for up to 24 hours.

Install Docker

If you run the LEAN engine locally with QuantConnect Local Platform, LEAN executes in a Docker container. These Docker containers contain a minimal Linux-based operating system, the LEAN engine, and all the packages available to you on QuantConnect.com. It is therefore required to install Docker if you plan on using QuantConnect Local Platform to run the LEAN engine locally.

Icon	Name
	Build
	Backtest
	Optimize
	Live Trading
	Backtest Results

By default, Docker doesn't automatically start when your computer starts. So, when you run the LEAN engine with QuantConnect Local Platform for the first time after starting your computer, you must manually start Docker. To automatically start Docker, open the Docker Desktop application, click , and then enable the Start Docker Desktop when you log in check box.

Install Local Platform

If you open Visual Studio Code and it asks you to log in to QuantConnect, you successfully installed Local Platform.

Next Steps

Troubleshooting

The following sections explain how to solve some issues you may encounter while installing Local Platform.

Docker with WSL 2 Features

When you download Docker Desktop, you need to select the Enable WSL 2 Features check box. After you install Docker and restart your computer, if Docker prompts you that the WSL 2 installation is incomplete, follow the instructions in the dialog shown by Docker to finish the WSL 2 installation.

Docker Not Found

If you have Docker installed but the Local Platform can't detect it, update your Executable Path: Docker setting to be the path to your Docker executable.

LEAN CLI Account Syncronization

Local Platform and the LEAN CLI share your login credentials. If you log in to your account on Local Platform or the LEAN CLI, you log into that account for both Local Platform and the LEAN CLI.

Further Support

Introduction

Requirements

Install Docker

Install Local Platform

If you open Visual Studio Code and it asks you to log in to QuantConnect, you successfully installed Local Platform.

Next Steps

Troubleshooting

The following sections explain how to solve some issues you may encounter while installing Local Platform.

Docker Not Found

If you have Docker installed but the Local Platform can't detect it, update your Executable Path: Docker setting to be the path to your Docker executable.

LEAN CLI Account Syncronization

Local Platform and the LEAN CLI share your login credentials. If you log in to your account on Local Platform or the LEAN CLI, you log into that account for both Local Platform and the LEAN CLI.

Further Support

Introduction

Requirements

Linux systems must meet the following minimum requirements to run Local Platform:

Install Docker

Install Local Platform

If you open Visual Studio Code and it asks you to log in to QuantConnect, you successfully installed Local Platform.

Next Steps

Troubleshooting

The following sections explain how to solve some issues you may encounter while installing Local Platform.

Docker Not Found

If you have Docker installed but the Local Platform can't detect it, update your Executable Path: Docker setting to be the path to your Docker executable.

LEAN CLI Account Syncronization

Local Platform and the LEAN CLI share your login credentials. If you log in to your account on Local Platform or the LEAN CLI, you log into that account for both Local Platform and the LEAN CLI.

Further Support

Introduction

To use Local Platform, you need to grant it access to your QuantConnect account.

Log Out

Troubleshooting

Local Platform and the LEAN CLI share your login credentials. If you log in to your account on Local Platform or the LEAN CLI, you log into that account for both Local Platform and the LEAN CLI.

Introduction

An organization workspace is a directory that contains a data directory, a Lean configuration file, and all your project files from one of your organizations. You can have a separate organization workspace directory for each organization you're a member of on QuantConnect. These directories need a data directory and a Lean configuration file in order to run the LEAN engine on your local machine.

Pull Cloud Organization Workspaces

Follow these steps to pull one of your cloud organization workspaces and set it as your local organization workspace:

It takes a few minutes to create a new organization workspace directory and populate it with the the initial file structure . After the organization workspace is populated with the initial file structure, it pulls your cloud project files .

If you are running Docker on Windows using the legacy Hyper-V backend instead of the new WSL 2 backend, you need to enable file sharing for your temporary directories and for your organization workspace. To do so, open your Docker settings, go to and add C: / Users / <username> / AppData / Local / Temp and your organization workspace path to the list. Click Apply & Restart after making the required changes.

Change Organization Workspaces

Directory Structure

.
├── data/
│   ├── alternative/ 
│   ├── crypto/
│   ├── equity/
│   ├── ...
│   ├── market-hours/
│   ├── option/
│   ├── symbol-properties/
│   └── readme.md
└── lean.json

File/Directory	Description
data /	This directory contains the local data that LEAN uses to run locally. This directory is comes with sample data from the QuantConnect/Lean repository . As you download additional data from the dataset market, it's stored in this directory. Each organization workspace has its own data directory because each organization has its own data licenses.
lean.json	This file contains the Lean configuration that is used when running the LEAN engine locally. The configuration is stored as JSON with support for both single-line and multiline comments. The Lean configuration file is based on the Launcher/config.json file from the Lean repository. When you create a new organization workspace, the latest version of this file is downloaded and stored on your local drive.

As you add projects , the project files are added to your organization workspace directory. If you create and use shared libraries in your projects, the library files are added to a Library directory in your organization workspace.

Introduction

The Local Platform is configured by extension settings in VS Code and by the LEAN Engine settings. Change these settings at any time to suit your needs.

Extension Settings

LEAN Settings

Name	Description
Executable Path: Docker	A path to the Docker installation you want to use.
Executable Path: Lean	A path to the LEAN CLI executable you want to use.
Lean: Init	A path to the current organization workspace.
Sync: Local And Cloud Projects	Yes to synchronize cloud and local projects. Otherwise, No . No is only available for Institution organizations.
User: Preferred Language	The programming language to use when creating new projects. Py for Python or C# for C#.

The Lean configuration contains settings for locally running the LEAN engine. This configuration is created in the lean.json file when you pull or create an organization workspace . The configuration is stored as JSON, with support for both single-line and multiline comments.

The Lean configuration file is based on the Launcher / config.json file from the Lean GitHub repository. When you pull or create an organization workspace, the latest version of this file is downloaded and stored in your organization workspace. Before the file is stored, some properties are automatically removed because the Local Platform automatically sets them.

The Local Platform can update most of the values of the lean.json file. The following table shows the configuration settings that you need to manually adjust in the lean.json file if you want to change their values:

Introduction

Intellisense is a GUI tool in your code files that shows auto-completion options and presents the members that are accessible from the current object. The tool works by searching for the statement that you're typing, given the context. You can use Intellisense to auto-complete method names and object attributes. When you use it, a pop-up displays in the IDE with the following information:

Use Intellisense to speed up your algorithm development. It works with all of the default class members in Lean, but it doesn't currently support class names or user-defined objects.

Install Python Stubs

Before you use autocomplete, you may need to run the following command in a terminal to get the latest Python stubs:

Name	Description	Default
`show-missing-data-logs`	Log missing data files. This is useful for debugging.	true
`maximum-warmup-history-days-look-back`	The maximum number of days of data the history provider will provide during warm-up in live trading. The history provider expects older data to be on disk.	5
`maximum-data-points-per-chart-series`	The maximum number of data points you can add to a chart series in backtests.	4000

$ pip install --upgrade quantconnect-stubs

Use Autocomplete

Introduction

Project collaboration is a real-time coding experience with other members of your team. Collaborating can speed up your development time. By working with other members in an organization, members within the organization can specialize in different parts of the project. On Local Platform, you can collaborate with your remote team members.

Video Demo

When there are multiple people working on the same project, the cursor of each member is visible in the IDE and all file changes occur in real-time for everyone. The following video demonstrates the collaboration feature:

Add Team Members

If the project has a shared library , the collaborator can access the project, but not the library. To grant them access to the library, add them as a collaborator to the library project.

Collaborator Quotas

The number of members you can add to a project depends on your organization's tier . The following table shows the number of collaborators each tier can have per project:

Toggle Live Control

You need to have added a member to the project to toggle their live control of the project.

Remove Team Members

Tier	Collaborators per Project
Free	Unsupported
Quant Researcher	Unsupported
Team	10
Trading Firm	Unlimited
Institution	Unlimited

To remove yourself as a collaborator from a project you don't own, delete the project .

Introduction

Change Branches

Follow these steps to change the LEAN engine branch that runs your backtests and live trading algorithms:

Changing the Lean engine branch only affects the current project. If you create a new project , the new project will use the master branch by default.

Custom Branches

Introduction

Unless you are working on an anonymous project, Local Platform automatically syncs your local project files with QuantConnect Cloud. Every time you save a file, Local Platform saves the changes in your local project and in the cloud version of the project.

Anonymous Projects

Anonymous projects are projects that are on your local machine and not synced with QuantConnect Cloud. These types of projects are only available for members in Institution organizations. Anonymous projects provide organizations the opportunity to take ownership of their projects security.

Supported File Types

When you save your local projects and push them to QuantConnect Cloud, it only pushes the Python, C#, and notebook files in your project. Projects can contain many other file types like json , csv , and html , but Local Platform only pushes your py , cs , and ipynb files.

Introduction

The Resources panel shows all of the backtest, research, and live trading nodes that Local Platform can use or is already using.

View Resources

To view the Resources panel, open a project and then, in the left navigation menu, click the

QuantConnect icon. The Resources panel is at the bottom of the Project panel.

Stop Nodes

To stop a node, open the Resources panel and then click the stop button next to the node.

Introduction

Libraries (or packages) are third-party software that you can use in your projects. You can use many of the available open-source libraries to complement the classes and methods that you create. Libraries reduce your development time because it's faster to use a pre-built, open-source library than to write the functionality. Libraries can be used in backtesting, research, and live trading. The environments support various libraries for machine learning, plotting, and data processing. As members often request new libraries, we frequently add new libraries to the underlying docker image that runs the Lean engine.

This feature is primarily for Python algorithms as not all Python libraries are compatible with each other. We've bundled together different sets of libraries into distinct environments. To use the libraries of an environment, set the environment in your project and add the relevant


    using


    import

statement of a library at the top of your file.

Set Environment

Default Environment

# Name                        Version
absl-py                       1.4.0
adagio                        0.2.4
aesara                        2.8.12
aiodns                        3.0.0
aiohttp                       3.8.4
aiohttp-cors                  0.7.0
aiosignal                     1.3.1
alabaster                     0.7.13
ale-py                        0.7.4
alembic                       1.10.3
alpaca-trade-api              0.26
alphalens-reloaded            0.4.3
altair                        4.2.2
ansi2html                     1.8.0
antlr4-python3-runtime        4.11.1
anyio                         3.6.2
appdirs                       1.4.4
arch                          5.3.1
argon2-cffi                   21.3.0
argon2-cffi-bindings          21.2.0
arviz                         0.15.1
astropy                       5.2.1
asttokens                     2.2.1
astunparse                    1.6.3
async-timeout                 4.0.2
asyncio-nats-client           0.11.5
attrs                         23.1.0
autograd                      1.5
autokeras                     1.1.0
autoray                       0.6.3
AutoROM                       0.4.2
AutoROM.accept-rom-license    0.6.1
ax-platform                   0.3.0
Babel                         2.12.1
backcall                      0.2.0
bayesian-optimization         1.4.2
beautifulsoup4                4.11.2
bleach                        6.0.0
blessed                       1.20.0
blis                          0.7.9
blosc2                        2.0.0
bokeh                         2.4.3
boltons                       23.0.0
botorch                       0.8.2
Bottleneck                    1.3.7
brotlipy                      0.7.0
cachetools                    5.3.0
captum                        0.6.0
catalogue                     2.0.8
catboost                      1.1.1
category-encoders             2.6.0
ccxt                          3.0.72
certifi                       2022.12.7
cffi                          1.15.1
chardet                       5.1.0
charset-normalizer            2.0.4
check-shapes                  1.0.0
click                         7.1.2
clikit                        0.6.2
cloudpickle                   2.2.1
cmaes                         0.9.1
cmdstanpy                     1.1.0
colorama                      0.4.6
colorcet                      3.0.1
colorful                      0.5.5
colorlog                      6.7.0
colorlover                    0.3.0
colour                        0.1.5
comm                          0.1.3
commonmark                    0.9.1
conda                         23.3.1
conda-content-trust           0.1.3
conda-package-handling        2.0.2
conda_package_streaming       0.7.0
confection                    0.0.4
cons                          0.4.5
contourpy                     1.0.7
convertdate                   2.4.0
copulae                       0.7.7
copulas                       0.8.0
cramjam                       2.6.2
crashtest                     0.3.1
creme                         0.6.1
cryptography                  38.0.4
cufflinks                     0.17.3
cvxopt                        1.3.0
cvxpy                         1.3.0
cycler                        0.11.0
cymem                         2.0.7
Cython                        0.29.33
darts                         0.23.1
dash                          2.9.3
dash-core-components          2.0.0
dash-cytoscape                0.3.0
dash-html-components          2.0.0
dash-table                    5.0.0
dask                          2023.4.0
deap                          1.3.3
debugpy                       1.5.1
decorator                     5.1.1
defusedxml                    0.7.1
Deprecated                    1.2.13
dgl                           1.0.1
dill                          0.3.6
dimod                         0.12.3
diskcache                     5.6.1
distlib                       0.3.6
distributed                   2021.4.1
dm-tree                       0.1.8
docutils                      0.19
DoubleML                      0.5.2
dtreeviz                      2.2.1
dtw-python                    1.3.0
dwave-cloud-client            0.10.3
dwave-drivers                 0.4.4
dwave-greedy                  0.3.0
dwave-hybrid                  0.6.9
dwave-inspector               0.3.0
dwave-inspectorapp            0.3.0
dwave-neal                    0.6.0
dwave-networkx                0.8.12
dwave-ocean-sdk               6.1.1
dwave-preprocessing           0.5.3
dwave-samplers                1.0.0
dwave-system                  1.18.0
dwave-tabu                    0.5.0
dwavebinarycsp                0.2.0
dx                            0.1.22
ecos                          2.0.12
EMD-signal                    1.4.0
empyrical                     0.5.5
empyrical-reloaded            0.5.9
en-core-web-md                3.5.0
en-core-web-sm                3.5.0
entrypoints                   0.4
ephem                         4.1.4
et-xmlfile                    1.1.0
etuples                       0.3.8
exceptiongroup                1.1.1
exchange-calendars            4.2.6
executing                     1.2.0
ezyrb                         1.3.0.post2304
fastai                        2.7.11
fastai2                       0.0.30
fastcore                      1.5.29
fastdownload                  0.0.7
fasteners                     0.18
fastjsonschema                2.16.3
fastparquet                   2023.2.0
fastprogress                  1.0.3
fasttext                      0.9.2
featuretools                  0.23.1
filelock                      3.12.0
findiff                       0.9.2
finrl                         0.3.1
FixedEffectModel              0.0.5
Flask                         2.0.3
flatbuffers                   23.3.3
fonttools                     4.39.3
fracdiff                      0.9.0
frozendict                    2.3.7
frozenlist                    1.3.3
fs                            2.4.16
fsspec                        2023.4.0
fst-pso                       1.8.1
fugue                         0.8.3
fugue-sql-antlr               0.1.6
future                        0.18.3
fuzzy-c-means                 1.6.3
FuzzyTM                       2.0.5
gast                          0.4.0
gensim                        4.3.0
gevent                        22.10.2
gluonts                       0.12.3
google-api-core               2.11.0
google-auth                   2.17.3
google-auth-oauthlib          0.4.6
google-pasta                  0.2.0
googleapis-common-protos      1.59.0
gpflow                        2.7.0
gplearn                       0.4.2
gpustat                       1.1
GPUtil                        1.4.0
gpytorch                      1.9.1
graphviz                      0.20.1
greenlet                      2.0.2
grpcio                        1.54.0
gym                           0.21.0
Gymnasium                     0.26.3
gymnasium-notices             0.0.1
h2o                           3.40.0.1
h5netcdf                      1.1.0
h5py                          3.8.0
hijri-converter               2.2.4
hmmlearn                      0.2.8
holidays                      0.23
holoviews                     1.15.4
homebase                      1.0.1
hopcroftkarp                  1.2.5
html5lib                      1.1
httpstan                      4.9.1
hurst                         0.0.5
hvplot                        0.8.2
hyperopt                      0.2.7
idna                          3.4
iisignature                   0.24
ijson                         3.2.0.post0
imageio                       2.27.0
imagesize                     1.4.1
imbalanced-learn              0.10.1
importlib-metadata            4.13.0
importlib-resources           5.12.0
iniconfig                     2.0.0
injector                      0.20.1
interpret                     0.3.0
interpret-core                0.3.2
ipykernel                     6.22.0
ipython                       8.12.0
ipython-genutils              0.2.0
ipywidgets                    8.0.4
itsdangerous                  2.1.2
jax                           0.4.4
jaxlib                        0.4.4
jedi                          0.18.2
Jinja2                        3.1.2
joblib                        1.2.0
jqdatasdk                     1.8.11
json5                         0.9.11
jsonpatch                     1.32
jsonpointer                   2.0
jsonschema                    4.17.3
jupyter                       1.0.0
jupyter-bokeh                 3.0.5
jupyter-console               6.6.3
jupyter-dash                  0.4.2
jupyter-resource-usage        0.7.2
jupyter-server                1.24.0
jupyter_client                8.2.0
jupyter_core                  5.3.0
jupyterlab                    3.4.4
jupyterlab-pygments           0.2.2
jupyterlab-widgets            3.0.7
jupyterlab_server             2.22.1
keract                        4.5.1
keras                         2.11.0
keras-nlp                     0.4.1
keras-rl                      0.4.2
keras-tuner                   1.3.5
kiwisolver                    1.4.4
kmapper                       2.0.1
korean-lunar-calendar         0.3.1
kt-legacy                     1.0.5
langcodes                     3.3.0
lark                          1.1.5
lazy_loader                   0.2
lazypredict                   0.2.12
libclang                      16.0.0
lightgbm                      3.3.5
lime                          0.2.0.1
line-profiler                 4.0.2
linear-operator               0.3.0
littleutils                   0.2.2
livelossplot                  0.5.5
llvmlite                      0.39.1
locket                        1.0.0
logical-unification           0.4.5
LunarCalendar                 0.0.9
lxml                          4.9.2
lz4                           4.3.2
Mako                          1.2.4
Markdown                      3.4.3
MarkupSafe                    2.1.2
marshmallow                   3.19.0
matplotlib                    3.7.0
matplotlib-inline             0.1.6
miniful                       0.0.6
miniKanren                    1.0.3
minorminer                    0.2.9
mistune                       2.0.5
mljar-supervised              0.11.5
mlxtend                       0.21.0
mmh3                          2.5.1
modin                         0.18.1
mpi4py                        3.1.4
mplfinance                    0.12.9b7
mpmath                        1.2.1
msgpack                       1.0.4
mthree                        2.4.0
multidict                     6.0.4
multipledispatch              0.6.0
multiprocess                  0.70.14
multitasking                  0.0.11
murmurhash                    1.0.9
nbclassic                     0.5.5
nbclient                      0.7.3
nbconvert                     7.3.1
nbeats-keras                  1.8.0
nbeats-pytorch                1.8.0
nbformat                      5.8.0
nest-asyncio                  1.5.6
networkx                      2.8.8
neural-tangents               0.6.2
neuralprophet                 0.5.0
nfoursid                      1.0.1
nltk                          3.8.1
nose                          1.3.7
notebook                      6.5.4
notebook_shim                 0.2.2
ntlm-auth                     1.5.0
numba                         0.56.4
numerapi                      2.13.2
numexpr                       2.8.4
numpy                         1.23.5
numpydoc                      1.5.0
nvidia-cublas-cu11            11.10.3.66
nvidia-cuda-nvrtc-cu11        11.7.99
nvidia-cuda-runtime-cu11      11.7.99
nvidia-cudnn-cu11             8.5.0.96
nvidia-ml-py                  11.525.112
oauthlib                      3.2.2
openai                        0.26.5
opencensus                    0.11.2
opencensus-context            0.1.3
opencv-python                 4.7.0.72
openpyxl                      3.1.1
opt-einsum                    3.3.0
optuna                        3.1.0
orjson                        3.8.10
ortools                       9.4.1874
osqp                          0.6.2.post9
outdated                      0.2.2
packaging                     23.1
pandas                        1.5.3
pandas-datareader             0.10.0
pandas-flavor                 0.5.0
pandas-market-calendars       4.1.4
pandas-ta                     0.3.14b0
pandocfilters                 1.5.0
panel                         0.14.3
param                         1.13.0
parso                         0.8.3
partd                         1.4.0
pastel                        0.2.1
pathos                        0.3.0
pathy                         0.10.1
patsy                         0.5.3
pbr                           5.11.1
penaltymodel                  1.0.2
PennyLane                     0.29.0
PennyLane-Lightning           0.29.0
PennyLane-qiskit              0.29.0
persim                        0.3.1
pexpect                       4.8.0
pickleshare                   0.7.5
Pillow                        9.5.0
pingouin                      0.5.3
pip                           22.3.1
pkgutil_resolve_name          1.3.10
platformdirs                  3.2.0
plotly                        5.13.1
plotly-resampler              0.8.3.2
plucky                        0.4.3
pluggy                        1.0.0
ply                           3.11
pmdarima                      2.0.2
polars                        0.16.9
pox                           0.3.2
ppft                          1.7.6.6
pprofile                      2.1.0
ppscore                       1.2.0
preshed                       3.0.8
prometheus-client             0.16.0
prompt-toolkit                3.0.38
property-cached               1.6.4
prophet                       1.1.2
protobuf                      3.19.6
psutil                        5.9.5
psycopg2-binary               2.9.6
ptvsd                         4.3.2
ptyprocess                    0.7.0
PuLP                          2.7.0
pure-eval                     0.2.2
py-cpuinfo                    9.0.0
py-heat                       0.0.6
py-heat-magic                 0.0.2
py-lets-be-rational           1.0.1
py-spy                        0.3.14
py-vollib                     1.0.1
py4j                          0.10.9.7
pyaml                         21.10.1
pyarrow                       11.0.0
pyasn1                        0.4.8
pyasn1-modules                0.2.8
pybind11                      2.10.4
pycares                       4.3.0
pycosat                       0.6.4
pycparser                     2.21
pyct                          0.5.0
pydantic                      1.10.7
pyDeprecate                   0.3.2
pydevd-pycharm                201.8538.36
pydmd                         0.4.0.post2301
pyerfa                        2.0.0.3
pyfolio                       0.9.2
pyfolio-reloaded              0.9.5
pyFUME                        0.2.25
Pygments                      2.15.1
pykalman                      0.9.5
pylev                         1.4.0
pyluach                       2.2.0
pymannkendall                 1.4.3
pymc                          5.0.2
pymdptoolbox                  4.0b3
PyMeeus                       0.5.12
PyMySQL                       1.0.3
pynndescent                   0.5.9
pyod                          1.0.9
Pyomo                         6.5.0
pyOpenSSL                     22.0.0
pyparsing                     3.0.9
pyportfolioopt                1.5.4
pyqubo                        1.3.1
pyrb                          1.0.1
pyro-api                      0.1.2
pyro-ppl                      1.8.4
pyrsistent                    0.19.3
pysimdjson                    5.0.2
PySocks                       1.7.1
pystan                        3.6.0
pytensor                      2.9.1
pytest                        7.3.1
python-dateutil               2.8.2
python-statemachine           1.0.3
pytorch-ignite                0.4.11
pytorch-lightning             1.7.4
pytz                          2023.3
pyvinecopulib                 0.6.2
pyviz-comms                   2.2.1
PyWavelets                    1.4.1
PyYAML                        6.0
pyzmq                         25.0.2
qdldl                         0.1.7
qiskit                        0.41.1
qiskit-aer                    0.11.2
qiskit-ibmq-provider          0.20.1
qiskit-terra                  0.23.2
qpd                           0.4.1
qtconsole                     5.4.2
QtPy                          2.3.1
quadprog                      0.1.11
quantecon                     0.6.0
QuantLib                      1.29
QuantStats                    0.0.59
rauth                         0.7.3
ray                           2.3.0
rectangle-packer              2.0.1
regex                         2023.3.23
requests                      2.28.1
requests-ntlm                 1.1.0
requests-oauthlib             1.3.1
retrying                      1.3.4
retworkx                      0.12.1
rich                          12.4.4
ripser                        0.6.4
Riskfolio-Lib                 4.0.3
riskparityportfolio           0.4
river                         0.14.0
rsa                           4.9
ruamel.yaml                   0.17.21
ruamel.yaml.clib              0.2.6
ruptures                      1.1.7
rustworkx                     0.12.1
SALib                         1.4.7
scikeras                      0.10.0
scikit-image                  0.19.3
scikit-learn                  1.2.1
scikit-learn-extra            0.2.0
scikit-multiflow              0.5.3
scikit-optimize               0.9.0
scikit-plot                   0.3.7
scikit-tda                    1.0.0
scipy                         1.10.1
scs                           3.2.3
sdeint                        0.3.0
seaborn                       0.12.2
semantic-version              2.10.0
Send2Trash                    1.8.0
setuptools                    64.0.2
setuptools-scm                7.1.0
shap                          0.41.0
simpful                       2.10.0
simplejson                    3.19.1
simpy                         4.0.1
six                           1.16.0
sklearn-json                  0.1.0
skope-rules                   1.0.1
sktime                        0.16.1
slicer                        0.0.7
smart-open                    6.3.0
sniffio                       1.3.0
snowballstemmer               2.2.0
sortedcontainers              2.4.0
soupsieve                     2.4.1
spacy                         3.5.0
spacy-legacy                  3.0.12
spacy-loggers                 1.0.4
Sphinx                        6.1.3
sphinxcontrib-applehelp       1.0.4
sphinxcontrib-devhelp         1.0.2
sphinxcontrib-htmlhelp        2.0.1
sphinxcontrib-jsmath          1.0.1
sphinxcontrib-qthelp          1.0.3
sphinxcontrib-serializinghtml 1.1.5
SQLAlchemy                    1.4.47
sqlglot                       11.5.5
srsly                         2.4.6
ssm                           0.0.1
stable-baselines3             1.7.0
stack-data                    0.6.2
statsforecast                 1.5.0
statsmodels                   0.13.5
stellargraph                  1.2.1
stevedore                     5.0.0
stochastic                    0.7.0
stockstats                    0.5.2
stumpy                        1.11.1
symengine                     0.10.0
sympy                         1.11.1
ta                            0.10.2
TA-Lib                        0.4.18
tables                        3.8.0
tabulate                      0.8.10
tadasets                      0.0.4
tbats                         1.1.3
tblib                         1.7.0
tenacity                      8.2.2
tensorboard                   2.11.2
tensorboard-data-server       0.6.1
tensorboard-plugin-wit        1.8.1
tensorboardX                  2.6
tensorflow                    2.11.0
tensorflow-addons             0.19.0
tensorflow-decision-forests   1.2.0
tensorflow-estimator          2.11.0
tensorflow-hub                0.13.0
tensorflow-io-gcs-filesystem  0.32.0
tensorflow-probability        0.19.0
tensorflow-text               2.11.0
tensorly                      0.8.0
tensortrade                   1.0.3
termcolor                     2.2.0
terminado                     0.17.1
tf2jax                        0.3.3
thinc                         8.1.9
threadpoolctl                 3.1.0
thriftpy2                     0.4.16
thundergbm                    0.3.17
tick                          0.7.0.1
tifffile                      2023.4.12
tinycss2                      1.2.1
toml                          0.10.2
tomli                         2.0.1
toolz                         0.12.0
torch                         1.13.1
torch-cluster                 1.6.0
torch-geometric               2.2.0
torch-scatter                 2.1.0
torch-sparse                  0.6.16
torch-spline-conv             1.2.1
torchmetrics                  0.9.3
torchvision                   0.14.1
tornado                       6.3
tqdm                          4.64.1
trace-updater                 0.0.9.1
trading-calendars             2.1.1
traitlets                     5.9.0
treeinterpreter               0.2.3
triad                         0.8.6
tsfresh                       0.20.0
tslearn                       0.5.3.2
tweepy                        4.10.0
typeguard                     3.0.2
typer                         0.3.2
typing_extensions             4.5.0
umap-learn                    0.5.3
urllib3                       1.26.14
virtualenv                    20.21.0
wasabi                        1.1.1
wcwidth                       0.2.6
webargs                       8.2.0
webencodings                  0.5.1
websocket-client              1.5.1
websockets                    10.4
Werkzeug                      2.2.3
wheel                         0.37.1
widgetsnbextension            4.0.7
wordcloud                     1.8.2.2
wrapt                         1.14.1
wrds                          3.1.6
wurlitzer                     3.0.3
xarray                        2023.1.0
xarray-einstats               0.5.1
xgboost                       1.7.4
xlrd                          2.0.1
XlsxWriter                    3.1.0
yarl                          1.8.2
yellowbrick                   1.5
yfinance                      0.2.18
zict                          3.0.0
zipp                          3.15.0
zope.event                    4.6
zope.interface                6.0
zstandard                     0.18.0

# Name                               Version
Accord                               3.6.0
Accord.Fuzzy                         3.6.0
Accord.MachineLearning               3.6.0
Accord.Math                          3.6.0
Accord.Statistics                    3.6.0
CloneExtensions                      1.3.0
Common.Logging                       3.4.1
Common.Logging.Core                  3.4.1
CsvHelper                            19.0.0
Deedle                               2.1.0
DotNetZip                            1.16.0
DynamicInterop                       0.9.1
fasterflect                          3.0.0
FSharp.Core                          4.5.2
MathNet.Numerics                     4.15.0
McMaster.Extensions.CommandLineUtils 2.6.0
Microsoft.IO.RecyclableMemoryStream  2.3.1
Microsoft.NET.Test.Sdk               16.9.4
Microsoft.TestPlatform.ObjectModel   16.9.4
Moq                                  4.16.1
NetMQ                                4.0.1.6
Newtonsoft.Json                      13.0.2
NodaTime                             3.0.5
NUnit                                3.13.3
NUnit3TestAdapter                    4.2.1
protobuf-net                         3.1.33
QLNet                                1.12.0
QuantConnect.pythonnet               2.0.18
RestSharp                            106.12.0
SharpZipLib                          1.3.3
System.ComponentModel.Composition    6.0.0

Pomegranate Environment

# Name                        Version
absl-py                       1.4.0
adagio                        0.2.4
aesara                        2.8.12
aiodns                        3.0.0
aiohttp                       3.8.4
aiohttp-cors                  0.7.0
aiosignal                     1.3.1
alabaster                     0.7.13
ale-py                        0.7.4
alembic                       1.10.3
alpaca-trade-api              0.26
alphalens-reloaded            0.4.3
altair                        4.2.2
ansi2html                     1.8.0
antlr4-python3-runtime        4.11.1
anyio                         3.6.2
appdirs                       1.4.4
arch                          5.3.1
argon2-cffi                   21.3.0
argon2-cffi-bindings          21.2.0
arviz                         0.15.1
astropy                       5.2.1
asttokens                     2.2.1
astunparse                    1.6.3
async-timeout                 4.0.2
asyncio-nats-client           0.11.5
attrs                         23.1.0
autograd                      1.5
autokeras                     1.1.0
autoray                       0.6.3
AutoROM                       0.4.2
AutoROM.accept-rom-license    0.6.1
ax-platform                   0.3.0
Babel                         2.12.1
backcall                      0.2.0
bayesian-optimization         1.4.2
beautifulsoup4                4.11.2
bleach                        6.0.0
blessed                       1.20.0
blis                          0.7.9
blosc2                        2.0.0
bokeh                         2.4.3
boltons                       23.0.0
botorch                       0.8.2
Bottleneck                    1.3.7
brotlipy                      0.7.0
cachetools                    5.3.0
captum                        0.6.0
catalogue                     2.0.8
catboost                      1.1.1
category-encoders             2.6.0
ccxt                          3.0.72
certifi                       2022.12.7
cffi                          1.15.1
chardet                       5.1.0
charset-normalizer            2.0.4
check-shapes                  1.0.0
click                         7.1.2
clikit                        0.6.2
cloudpickle                   2.2.1
cmaes                         0.9.1
cmdstanpy                     1.1.0
colorama                      0.4.6
colorcet                      3.0.1
colorful                      0.5.5
colorlog                      6.7.0
colorlover                    0.3.0
colour                        0.1.5
comm                          0.1.3
commonmark                    0.9.1
conda                         23.3.1
conda-content-trust           0.1.3
conda-package-handling        2.0.2
conda_package_streaming       0.7.0
confection                    0.0.4
cons                          0.4.5
contourpy                     1.0.7
convertdate                   2.4.0
copulae                       0.7.7
copulas                       0.8.0
cramjam                       2.6.2
crashtest                     0.3.1
creme                         0.6.1
cryptography                  38.0.4
cufflinks                     0.17.3
cvxopt                        1.3.0
cvxpy                         1.3.0
cycler                        0.11.0
cymem                         2.0.7
Cython                        0.29.33
darts                         0.23.1
dash                          2.9.3
dash-core-components          2.0.0
dash-cytoscape                0.3.0
dash-html-components          2.0.0
dash-table                    5.0.0
dask                          2023.4.0
deap                          1.3.3
debugpy                       1.5.1
decorator                     5.1.1
defusedxml                    0.7.1
Deprecated                    1.2.13
dgl                           1.0.1
dill                          0.3.6
dimod                         0.12.3
diskcache                     5.6.1
distlib                       0.3.6
distributed                   2021.4.1
dm-tree                       0.1.8
docutils                      0.19
DoubleML                      0.5.2
dtreeviz                      2.2.1
dtw-python                    1.3.0
dwave-cloud-client            0.10.3
dwave-drivers                 0.4.4
dwave-greedy                  0.3.0
dwave-hybrid                  0.6.9
dwave-inspector               0.3.0
dwave-inspectorapp            0.3.0
dwave-neal                    0.6.0
dwave-networkx                0.8.12
dwave-ocean-sdk               6.1.1
dwave-preprocessing           0.5.3
dwave-samplers                1.0.0
dwave-system                  1.18.0
dwave-tabu                    0.5.0
dwavebinarycsp                0.2.0
dx                            0.1.22
ecos                          2.0.12
EMD-signal                    1.4.0
empyrical                     0.5.5
empyrical-reloaded            0.5.9
en-core-web-md                3.5.0
en-core-web-sm                3.5.0
entrypoints                   0.4
ephem                         4.1.4
et-xmlfile                    1.1.0
etuples                       0.3.8
exceptiongroup                1.1.1
exchange-calendars            4.2.6
executing                     1.2.0
ezyrb                         1.3.0.post2304
fastai                        2.7.11
fastai2                       0.0.30
fastcore                      1.5.29
fastdownload                  0.0.7
fasteners                     0.18
fastjsonschema                2.16.3
fastparquet                   2023.2.0
fastprogress                  1.0.3
fasttext                      0.9.2
featuretools                  0.23.1
filelock                      3.12.0
findiff                       0.9.2
finrl                         0.3.1
FixedEffectModel              0.0.5
Flask                         2.0.3
flatbuffers                   23.3.3
fonttools                     4.39.3
fracdiff                      0.9.0
frozendict                    2.3.7
frozenlist                    1.3.3
fs                            2.4.16
fsspec                        2023.4.0
fst-pso                       1.8.1
fugue                         0.8.3
fugue-sql-antlr               0.1.6
future                        0.18.3
fuzzy-c-means                 1.6.3
FuzzyTM                       2.0.5
gast                          0.4.0
gensim                        4.3.0
gevent                        22.10.2
gluonts                       0.12.3
google-api-core               2.11.0
google-auth                   2.17.3
google-auth-oauthlib          0.4.6
google-pasta                  0.2.0
googleapis-common-protos      1.59.0
gpflow                        2.7.0
gplearn                       0.4.2
gpustat                       1.1
GPUtil                        1.4.0
gpytorch                      1.9.1
graphviz                      0.8.4
greenlet                      2.0.2
grpcio                        1.54.0
gym                           0.21.0
Gymnasium                     0.26.3
gymnasium-notices             0.0.1
h2o                           3.40.0.1
h5netcdf                      1.1.0
h5py                          3.8.0
hijri-converter               2.2.4
hmmlearn                      0.2.8
holidays                      0.23
holoviews                     1.15.4
homebase                      1.0.1
hopcroftkarp                  1.2.5
html5lib                      1.1
httpstan                      4.9.1
hurst                         0.0.5
hvplot                        0.8.2
hyperopt                      0.2.7
idna                          3.4
iisignature                   0.24
ijson                         3.2.0.post0
imageio                       2.27.0
imagesize                     1.4.1
imbalanced-learn              0.10.1
importlib-metadata            4.13.0
importlib-resources           5.12.0
iniconfig                     2.0.0
injector                      0.20.1
interpret                     0.3.0
interpret-core                0.3.2
ipykernel                     6.22.0
ipython                       8.12.0
ipython-genutils              0.2.0
ipywidgets                    8.0.4
itsdangerous                  2.1.2
jax                           0.4.4
jaxlib                        0.4.4
jedi                          0.18.2
Jinja2                        3.1.2
joblib                        1.2.0
jqdatasdk                     1.8.11
json5                         0.9.11
jsonpatch                     1.32
jsonpointer                   2.0
jsonschema                    4.17.3
jupyter                       1.0.0
jupyter-bokeh                 3.0.5
jupyter-console               6.6.3
jupyter-dash                  0.4.2
jupyter-resource-usage        0.7.2
jupyter-server                1.24.0
jupyter_client                8.2.0
jupyter_core                  5.3.0
jupyterlab                    3.4.4
jupyterlab-pygments           0.2.2
jupyterlab-widgets            3.0.7
jupyterlab_server             2.22.1
keract                        4.5.1
keras                         2.11.0
keras-nlp                     0.4.1
keras-rl                      0.4.2
keras-tuner                   1.3.5
kiwisolver                    1.4.4
kmapper                       2.0.1
korean-lunar-calendar         0.3.1
kt-legacy                     1.0.5
langcodes                     3.3.0
lark                          1.1.5
lazy_loader                   0.2
lazypredict                   0.2.12
libclang                      16.0.0
lightgbm                      3.3.5
lime                          0.2.0.1
line-profiler                 4.0.2
linear-operator               0.3.0
littleutils                   0.2.2
livelossplot                  0.5.5
llvmlite                      0.38.1
locket                        1.0.0
logical-unification           0.4.5
LunarCalendar                 0.0.9
lxml                          4.9.2
lz4                           4.3.2
Mako                          1.2.4
Markdown                      3.4.3
MarkupSafe                    2.1.2
marshmallow                   3.19.0
matplotlib                    3.7.0
matplotlib-inline             0.1.6
miniful                       0.0.6
miniKanren                    1.0.3
minorminer                    0.2.9
mistune                       2.0.5
mljar-supervised              0.11.5
mlxtend                       0.21.0
mmh3                          2.5.1
modin                         0.18.1
mpi4py                        3.1.4
mplfinance                    0.12.9b7
mpmath                        1.2.1
msgpack                       1.0.4
mthree                        2.4.0
multidict                     6.0.4
multipledispatch              0.6.0
multiprocess                  0.70.14
multitasking                  0.0.11
murmurhash                    1.0.9
mxnet                         1.9.1
nbclassic                     0.5.5
nbclient                      0.7.3
nbconvert                     7.3.1
nbeats-keras                  1.8.0
nbeats-pytorch                1.8.0
nbformat                      5.8.0
nest-asyncio                  1.5.6
networkx                      2.8.8
neural-tangents               0.6.2
neuralprophet                 0.5.0
nfoursid                      1.0.1
nltk                          3.8.1
nose                          1.3.7
notebook                      6.5.4
notebook_shim                 0.2.2
ntlm-auth                     1.5.0
numba                         0.55.1
numerapi                      2.13.2
numexpr                       2.8.4
numpy                         1.21.5
numpydoc                      1.5.0
nvidia-cublas-cu11            11.10.3.66
nvidia-cuda-nvrtc-cu11        11.7.99
nvidia-cuda-runtime-cu11      11.7.99
nvidia-cudnn-cu11             8.5.0.96
nvidia-ml-py                  11.525.112
oauthlib                      3.2.2
openai                        0.26.5
opencensus                    0.11.2
opencensus-context            0.1.3
opencv-python                 4.7.0.72
openpyxl                      3.1.1
opt-einsum                    3.3.0
optuna                        3.1.0
orjson                        3.8.10
ortools                       9.4.1874
osqp                          0.6.2.post9
outdated                      0.2.2
packaging                     23.1
pandas                        1.5.3
pandas-datareader             0.10.0
pandas-flavor                 0.5.0
pandas-market-calendars       4.1.4
pandas-ta                     0.3.14b0
pandocfilters                 1.5.0
panel                         0.14.3
param                         1.13.0
parso                         0.8.3
partd                         1.4.0
pastel                        0.2.1
pathos                        0.3.0
pathy                         0.10.1
patsy                         0.5.3
pbr                           5.11.1
penaltymodel                  1.0.2
PennyLane                     0.29.0
PennyLane-Lightning           0.29.0
PennyLane-qiskit              0.29.0
persim                        0.3.1
pexpect                       4.8.0
pickleshare                   0.7.5
Pillow                        9.5.0
pingouin                      0.5.3
pip                           22.0.4
pkgutil_resolve_name          1.3.10
platformdirs                  3.2.0
plotly                        5.13.1
plotly-resampler              0.8.3.2
plucky                        0.4.3
pluggy                        1.0.0
ply                           3.11
pmdarima                      2.0.2
polars                        0.16.9
pomegranate                   0.14.8
pox                           0.3.2
ppft                          1.7.6.6
pprofile                      2.1.0
ppscore                       1.2.0
preshed                       3.0.8
prometheus-client             0.16.0
prompt-toolkit                3.0.38
property-cached               1.6.4
prophet                       1.1.2
protobuf                      3.19.6
psutil                        5.9.5
psycopg2-binary               2.9.6
ptvsd                         4.3.2
ptyprocess                    0.7.0
PuLP                          2.7.0
pure-eval                     0.2.2
py-cpuinfo                    9.0.0
py-heat                       0.0.6
py-heat-magic                 0.0.2
py-lets-be-rational           1.0.1
py-spy                        0.3.14
py-vollib                     1.0.1
py4j                          0.10.9.7
pyaml                         21.10.1
pyarrow                       11.0.0
pyasn1                        0.4.8
pyasn1-modules                0.2.8
pybind11                      2.10.4
pycares                       4.3.0
pycosat                       0.6.4
pycparser                     2.21
pyct                          0.5.0
pydantic                      1.10.7
pyDeprecate                   0.3.2
pydevd-pycharm                201.8538.36
pydmd                         0.4.0.post2301
pyerfa                        2.0.0.3
pyfolio                       0.9.2
pyfolio-reloaded              0.9.5
pyFUME                        0.2.25
Pygments                      2.15.1
pykalman                      0.9.5
pylev                         1.4.0
pyluach                       2.2.0
pymannkendall                 1.4.3
pymc                          5.0.2
pymdptoolbox                  4.0b3
PyMeeus                       0.5.12
PyMySQL                       1.0.3
pynndescent                   0.5.9
pyod                          1.0.9
Pyomo                         6.5.0
pyOpenSSL                     22.0.0
pyparsing                     3.0.9
pyportfolioopt                1.5.4
pyqubo                        1.3.1
pyrb                          1.0.1
pyro-api                      0.1.2
pyro-ppl                      1.8.4
pyrsistent                    0.19.3
pysimdjson                    5.0.2
PySocks                       1.7.1
pystan                        3.6.0
pytensor                      2.9.1
pytest                        7.3.1
python-dateutil               2.8.2
python-statemachine           1.0.3
pytorch-ignite                0.4.11
pytorch-lightning             1.7.4
pytz                          2023.3
pyvinecopulib                 0.6.2
pyviz-comms                   2.2.1
PyWavelets                    1.4.1
PyYAML                        6.0
pyzmq                         25.0.2
qdldl                         0.1.7
qiskit                        0.41.1
qiskit-aer                    0.11.2
qiskit-ibmq-provider          0.20.1
qiskit-terra                  0.23.2
qpd                           0.4.1
qtconsole                     5.4.2
QtPy                          2.3.1
quadprog                      0.1.11
quantecon                     0.6.0
QuantLib                      1.29
QuantStats                    0.0.59
rauth                         0.7.3
ray                           2.3.0
rectangle-packer              2.0.1
regex                         2023.3.23
requests                      2.28.1
requests-ntlm                 1.1.0
requests-oauthlib             1.3.1
retrying                      1.3.4
retworkx                      0.12.1
rich                          12.4.4
ripser                        0.6.4
Riskfolio-Lib                 4.0.3
riskparityportfolio           0.4
river                         0.14.0
rsa                           4.9
ruamel.yaml                   0.17.21
ruamel.yaml.clib              0.2.6
ruptures                      1.1.7
rustworkx                     0.12.1
SALib                         1.4.7
scikeras                      0.10.0
scikit-image                  0.19.3
scikit-learn                  1.2.1
scikit-learn-extra            0.2.0
scikit-multiflow              0.5.3
scikit-optimize               0.9.0
scikit-plot                   0.3.7
scikit-tda                    1.0.0
scipy                         1.8.0
scs                           3.2.3
sdeint                        0.3.0
seaborn                       0.12.2
semantic-version              2.10.0
Send2Trash                    1.8.0
setuptools                    56.0.0
setuptools-scm                7.1.0
shap                          0.41.0
simpful                       2.10.0
simplejson                    3.19.1
simpy                         4.0.1
six                           1.16.0
sklearn-json                  0.1.0
skope-rules                   1.0.1
sktime                        0.16.1
slicer                        0.0.7
smart-open                    6.3.0
sniffio                       1.3.0
snowballstemmer               2.2.0
sortedcontainers              2.4.0
soupsieve                     2.4.1
spacy                         3.5.0
spacy-legacy                  3.0.12
spacy-loggers                 1.0.4
Sphinx                        6.1.3
sphinxcontrib-applehelp       1.0.4
sphinxcontrib-devhelp         1.0.2
sphinxcontrib-htmlhelp        2.0.1
sphinxcontrib-jsmath          1.0.1
sphinxcontrib-qthelp          1.0.3
sphinxcontrib-serializinghtml 1.1.5
SQLAlchemy                    1.4.47
sqlglot                       11.5.5
srsly                         2.4.6
ssm                           0.0.1
stable-baselines3             1.7.0
stack-data                    0.6.2
statsforecast                 1.5.0
statsmodels                   0.13.5
stellargraph                  1.2.1
stevedore                     5.0.0
stochastic                    0.7.0
stockstats                    0.5.2
stumpy                        1.11.1
symengine                     0.10.0
sympy                         1.11.1
ta                            0.10.2
TA-Lib                        0.4.18
tables                        3.8.0
tabulate                      0.8.10
tadasets                      0.0.4
tbats                         1.1.3
tblib                         1.7.0
tenacity                      8.2.2
tensorboard                   2.11.2
tensorboard-data-server       0.6.1
tensorboard-plugin-wit        1.8.1
tensorboardX                  2.6
tensorflow                    2.11.0
tensorflow-addons             0.19.0
tensorflow-decision-forests   1.2.0
tensorflow-estimator          2.11.0
tensorflow-hub                0.13.0
tensorflow-io-gcs-filesystem  0.32.0
tensorflow-probability        0.19.0
tensorflow-text               2.11.0
tensorly                      0.8.0
tensortrade                   1.0.3
termcolor                     2.2.0
terminado                     0.17.1
tf2jax                        0.3.3
thinc                         8.1.9
threadpoolctl                 3.1.0
thriftpy2                     0.4.16
thundergbm                    0.3.17
tick                          0.7.0.1
tifffile                      2023.4.12
tigramite                     5.1.0.3
tinycss2                      1.2.1
toml                          0.10.2
tomli                         2.0.1
toolz                         0.12.0
torch                         1.13.1
torch-cluster                 1.6.0
torch-geometric               2.2.0
torch-scatter                 2.1.0
torch-sparse                  0.6.16
torch-spline-conv             1.2.1
torchmetrics                  0.9.3
torchvision                   0.14.1
tornado                       6.3
tqdm                          4.64.1
trace-updater                 0.0.9.1
trading-calendars             2.1.1
traitlets                     5.9.0
treeinterpreter               0.2.3
triad                         0.8.6
tsfresh                       0.20.0
tslearn                       0.5.3.2
tweepy                        4.10.0
typeguard                     3.0.2
typer                         0.3.2
typing_extensions             4.5.0
umap-learn                    0.5.3
urllib3                       1.26.14
virtualenv                    20.21.0
wasabi                        1.1.1
wcwidth                       0.2.6
webargs                       8.2.0
webencodings                  0.5.1
websocket-client              1.5.1
websockets                    10.4
Werkzeug                      2.2.3
wheel                         0.37.1
widgetsnbextension            4.0.7
wordcloud                     1.8.2.2
wrapt                         1.14.1
wrds                          3.1.6
wurlitzer                     3.0.3
xarray                        2023.1.0
xarray-einstats               0.5.1
xgboost                       1.7.4
xlrd                          2.0.1
XlsxWriter                    3.1.0
yarl                          1.8.2
yellowbrick                   1.5
yfinance                      0.2.18
zict                          3.0.0
zipp                          3.15.0
zope.event                    4.6
zope.interface                6.0
zstandard                     0.18.0

Request New Libraries

To request a new library, contact us . We will add the library to the queue for review and deployment. Since the libraries run on our servers, we need to ensure they are secure and won't cause harm. The process of adding new libraries takes 2-4 weeks to complete. View the list of libraries currently under review on the Issues list of the Lean GitHub repository .

Introduction

The VS Code Integrated Development Environment (IDE) lets you work on research notebooks and develop algorithms for backtesting and live trading. When you open a project , the IDE automatically displays. You can access your trading algorithms from anywhere in the world with just an internet connection and a browser.

Supported Languages

The Lean engine supports C# and Python. Python is less verbose, has more third-party libraries, and is more popular among the QuantConnect community than C#. C# is faster than Python and it's easier to contribute to Lean if you have features written in C# modules. Python is also the native language for the research notebooks, so it's easier to use in the Research Environment.

The programming language that you have set on your account determines how autocomplete and IntelliSense are verified and determines the types of files that are included in your new projects. If you have Python set as your programming language, new projects will have .py files. If you have C# set as your programming language, new projects will have .cs files.

Change Languages

To change the default programming language for your new projects, adjust the User: Preferred Language extension setting .

Terminal

The terminal panel at the bottom of the IDE shows API messages, errors, and the logs from your algorithms.

Navigate the File Outline

The Outline section in the Explorer panel is an easy way to navigate your files. The section shows the name of classes, members, and functions defined throughout the file. Click one of the names to jump your cursor to the respective definition in the file. To view the Outline , open a project and then, in the left navigation menu, click the

Explorer icon.

Split the Editor

The editor can split horizontally and vertically to display multiple files at once. Follow these steps to split the editor:

Show and Hide Code Blocks

The editor can hide and show code blocks to make navigating files easier. To hide and show code blocks, open a project and then click the arrow icon next to a line number.

Keyboard Shortcuts

Keyboard shortcuts are combinations of keys that you can issue to manipulate the IDE. They can speed up your workflow because they remove the need for you to reach for your mouse.

To set a key binding for a command, click the pencil icon in the left column of the keyboard shortcuts table, enter the key combination, and then press Enter .

Introduction

Projects contain files to run backtests, launch research notebooks, perform parameter optimizations, and deploy live trading strategies. You need to create projects in order to create strategies and share your work with other members. Projects enable you to generate institutional-grade reports on the performance of your backtests. You can create your projects from scratch or you can utilize pre-built libraries and third-party packages to expedite your development process.

View All Projects

To view all your projects, open the organization workspace directory on your local machine.

Create Projects

The new project directory is added to your organization workspace directory and the project opens.

Open Projects

Close Projects

Clone Projects

Clone a project to create a new copy of the project and save it within the same organization. When you clone a project, the project files are duplicated but the backtest results are not retained. Cloning enables you to test small changes in your projects before merging the changes back into the original project.

Rename Projects

The project name must only contain

, letters, numbers, and spaces. The project name can't start with a space or be any of the following reserved names: CON, PRN, AUX, NUL, COM1, COM2, COM3, COM4, COM5, COM6, COM7, COM8, COM9, LPT1, LPT2, LPT3, LPT4, LPT5, LPT6, LPT7, LPT8, or LPT9.

Create Project Directories

Set the name of a project to directoryName / projectName to create a project directory.

Set Descriptions

You can give a project a description to provide a high-level overview of the project and its functionality. Descriptions make it easier to return to old projects and understand what is going on at a high level without having to look at the code. The project description is also displayed at the top of backtest reports, which you can create after your backtest completes.

Edit Parameters

Algorithm parameters are hard-coded values for variables in your project that are set outside of the code files. Add parameters to your projects to remove hard-coded values from your code files and to perform parameter optimizations. You can add parameters, set default parameter values, and remove parameters from your projects.

Add Parameters

Set Default Parameter Values

Follow these steps to set the default value of an algorithm parameter in a project:

Delete Parameters

Delete Projects

Introduction

The files in your projects enable you to implement trading algorithms, perform research, and store important information. Python projects start with a main.py and a research.ipynb file. C# projects start with a Main.cs and a Research.ipynb file. Use the main.py or Main.cs file to implement trading algorithms and use the ipynb file to access the Research Environment.

Supported File Types

Code Files

The .py / .cs files are code files. These are the files where you implement your trading algorithm. When you backtest the project or deploy the project to live trading, the LEAN engine executes the algorithm you define in these code files.

Notebook Files

The .ipynb files are notebook files. These are the files you open when you want to access the Research Environment to perform quantitative research. When you save notebook files, it saves the input cells but not the output cells.

Configuration Files

Projects also contain configuration files, which are .json files, but they aren't displayed in the Explorer panel. These files contain information like the project description, parameters, and shared libraries. For more information about project configuration files, see Configuration .

Result Files

When you run a backtest, optimize some parameters, or deploy a strategy to live trading on your local machine, the results are saved as phyical files in the project directory. Local Platform doesn't push these result files to QuantConnect Cloud.

View Files

To view the files in a project, open the project and then, in the left navigation bar, click the

Explorer icon.

The QC (Workspace) section of the Explorer panel shows the files in the project.

Add Files

Add Directories

You can organize the code and notebook files in your project into directories to make navigating them easier. For example, if you have multiple Alpha models in your strategy, you can create an alphas directory in your project to hold a file for each Alpha model.

Open Files

Close Files

To close a file, at the top of VS Code, click the x button on the file tab you want to close.

To close all of the files in a project, at the top of VS Code, right-click one of the file tabs and then click Close All .

Rename Files and Directories

Delete Files and Directories

Introduction

Project libraries are QuantConnect projects you can merge into your project to avoid duplicating code files. If you have tools that you use across several projects, create a library.

Create Libraries

Add Libraries

Rename Libraries

Remove Libraries

Delete Libraries

Introduction

Version control is the practice of tracking and managing changes to code files. By using version control, you can save an extra back up of your project files in the cloud, keep a history of all code changes, and easily revert changes to your projects.

Add Projects to Version Control

Introduction

Download Formats

You can download individual data files or bulk download entire universes of assets. For more information about each of these data formats, see Downloading Data .

Physical Location

When you download data from the Dataset Market, it's stored in the data directory in your organization workspace .

Data Formats

LEAN strives to use an open, human-readable format, so all data is stored in flat files (formatted as CSV or JSON). The data is compressed on disk using zip.

Live Trading

You need live data feeds to inject data into your algorithm so that you can make real-time trading decisions and so that the values of the securities in your portfolio are updated. The data feeds you have available to you depend on where you deploy the algorithm. When you request historical data in local algorithms, the historical data comes from your data feed vendor. Familiarize yourself with the quotas and limits of your data feed to avoid errors.

Local Deployments

Cloud Deployments

When you deploy algorithms to QuantConnect Cloud, you can use any of the data feeds we support in the cloud , including SIP, CTA, CME, and select brokerages. Your live algorithms run on our co-located servers that have 10 GB transfer speeds and low latency.

Introduction

You can license datasets in the Dataset Market to use in the cloud for live trading and research or to download locally. We have contracts with the data providers in the Dataset Market that define the costs of each license. All of the datasets can be used in QuantConnect Cloud. There are some free licenses, but we can't freely redistribute most of the datasets.

Free

We strive to make as many datasets available for free to use in the cloud and to download locally as possible. We also list proprietary datasets that are available for license using our cloud or download paid licensing. Most price data is free for use in the cloud.

Cloud

If you have a Cloud license for a dataset, you can access the dataset for research, backtests, and live trading by using the Cloud deployment target . The cost of the license is added to your monthly bill, which you can pay with your organization's credit card or QuantConnect Credit balance. With one Cloud license for a dataset, all of the members in your organization can access the dataset in the cloud.

Add Cloud Access

You need an organization above the Free tier to purchase cloud access to datasets.

Remove Cloud Access

Download

If you have a Download license, you can store datasets on your local machine. This download is for the licensed organization's internal LEAN use only and cannot be redistributed or converted in any format. If you study the data and produce some charts, you may share images of the charts online if the original data can't be to reconstructed from the image. The cost of the license depends on the dataset and it's calculated on a per-file or per-day basis. For more information about downloading datasets, see Downloading Data . If you bulk download datasets, you can download historical data packages or daily updates. In most cases, you need both.

Introduction

Backtesting is the process of simulating a trading algorithm on historical data. By running a backtest, you can measure how the algorithm would have performed in the past. Although past performance doesn't guarantee future results, an algorithm that has a proven track record can provide investors with more confidence when deploying to live trading than an algorithm that hasn't performed favorably in the past. If you run local backtests, you can leverage your local data and hardware.

Run Backtests

To run a backtest, open a project and then click the

Backtest icon. If the project successfully builds, "Received backtest backtestName request" displays. If the backtest successfully launches, the IDE displays the backtest results page in a new tab. If the backtest fails to launch due to coding errors, the new tab displays the error. As the backtest executes, you can close Local Platform and Docker Desktop without interfering with the backtest. Just don't quit Docker Desktop.

View All Backtests

Rename Backtests

We give an arbitrary name (for example, "Smooth Apricot Chicken") to your backtest result files, but you can follow these steps to rename them:

Introduction

Deploy a backtest to simulate the historical performance of your trading algorithm. Since the same Lean engine is used to run backtests and live trading algorithms, it's easy to transition from backtesting to live trading once you are satisfied with the historical performance of your algorithm. If you find any issues with Lean or our historical data, we'll resolve the issue.

Nodes

Concurrent Backtesting

Concurrent backtesting is the process of running multiple backtests at the same time. Concurrent backtesting speeds up your strategy development because you don't have to wait while a single backtest finishes executing. You can run as many concurrent backtests as your CPU and RAM will handle.

Build Projects

If the compiler finds errors during the build process, the IDE highlights the lines of code that caused the errors in red. Your projects will automatically build after each keystroke. To manually build a project, open the project and then click the

Build icon.

Run Backtests

To run a backtest, open a project and then click the

Stop Backtests

Introduction

The debugger is a built-in tool to help you debug coding errors while backtesting. The debugger enables you to slow down the code execution, step through the program line-by-line, and inspect the variables to understand the internal state of the program.

Requirements

Breakpoints

Breakpoints are lines in your algorithm where execution pauses. You need at least one breakpoint in your code files to start the debugger. Open a project to start adjusting its breakpoints.

Add Breakpoints

Edit Breakpoint Conditions

Enable and Disable Breakpoints

Remove Breakpoints

Launch Debugger

If the Run and Debug panel is not open, it opens when the first breakpoint is hit.

Control Debugger

Inspect Variables

Option	Additional Steps	Description
Expression	Enter an expression and then press Enter .	The breakpoint only pauses the algorithm when the expression is true.
Hit Count	Enter an integer and then press Enter .	The breakpoint doesn't pause the algorithm until its hit the number of times you specify.

Name	Default Keyboard Shortcut	Description
Continue		Continue execution until the next breakpoint
Step Over	Alt+F10	Step to the next line of code in the current or parent scope
Step Into	Alt+F11	Step into the definition of the function call on the current line
Restart	Shift+F11	Restart the debugger
Disconnect	Shift+F5	Exit the debugger

After you launch the debugger, you can inspect the state of your algorithm as it executes each line of code. You can inspect local variables or custom expressions. The values of variables in your algorithm are formatted in the IDE to improve readability. For example, if you inspect a variable that references a DataFrame, the debugger represents the variable value as the following:

Local Variables

The Variables section of the Run and Debug panel shows the local variables at the current breakpoint. If a variable in the panel is an object, click it to see its members. The panel updates as the algorithm runs.

Custom Expressions

The Watch section of the Run and Debug panel shows any custom expressions you add. For example, you can add an expression to show the current date in the backtest.

LOCAL PLATFORM

Quant Research On-Premise

Securely deploy quantitative strategies on-premise with proprietary datasets.

Table of Content

1 Key Concepts

1.1 Getting Started

QUANTCONNECT LOCAL PLATFORM

Follow these steps to create a new trading algorithm and backtest it in QuantConnect Cloud:

1.2 Features

Introduction

Hybrid Workflow

Version Control

Self-Sovereign Security

Custom LEAN Images

On-Premise Compute

Offline Access

Coding

Backtesting

Optimization

Live Trading

1.3 Deployment Targets

Introduction

Local

Cloud

2 Installation

Install on Windows

Install on macOS

Install on Linux

See Also

2.1 Install on Windows

Introduction

Requirements

Install Docker

Install Local Platform

Next Steps

Troubleshooting

Docker with WSL 2 Features

Docker Not Found

LEAN CLI Account Syncronization

Further Support

2.2 Install on macOS

Introduction

Requirements

Install Docker

Install Local Platform

Next Steps

Troubleshooting

Docker Not Found

LEAN CLI Account Syncronization

Further Support

2.3 Install on Linux

Introduction

Requirements

Install Docker

Install Local Platform

Next Steps

Troubleshooting

Docker Not Found

LEAN CLI Account Syncronization

Further Support

3 Development Environment

3.1 Authentication

Introduction

Log In

Log Out

Troubleshooting

3.2 Organization Workspaces

Introduction

Pull Cloud Organization Workspaces

Change Organization Workspaces

Directory Structure

3.3 Configuration

Introduction

Extension Settings

LEAN Settings

3.4 Autocomplete

Introduction

Install Python Stubs

Use Autocomplete

3.5 Collaboration

Quant Research
On-Premise

Securely deploy quantitative
strategies on-premise with
proprietary datasets.